Malaysian Prime Minister Najib Razak's chief of staff and a former ambassador to the United States, who was also a senior member of Najib's party, were among six people killed in a helicopter crash near the capital, officials said on Sunday.

Witnesses told state news agency Bernama they saw the helicopter explode in mid-air before it crashed into the ground in the town of Semenyih outside Kuala Lumpur late on Saturday.

The Prime Minister's Office said the helicopter was carrying guests back from a wedding reception for Najib's daughter.

Malaysian officials also confirmed that Najib's chief of staff, Azlin Alias, and lawmaker Jamaluddin Jarjis, a former Malaysian ambassador to the United States, were among those killed in the crash.

A grief-stricken Najib told a news conference late on Saturday "no stone will be left unturned" by investigators determining the cause of the crash.

"We have lost two figures who had made great contributions to the government, party and country in this tragedy," Bernama quoted a tearful Najib as saying.

He said Jamaluddin had played a significant role in building close ties between Malaysia and the United States. Jamaluddin was also a senior member of Najib's United Malays National Organisation, the party that has led the coalition that has ruled Malaysia since independence in 1957.

"His loss is a big tragedy to me and I am deeply saddened by what has happened," Najib said.

The other four killed were identified as businessman Tan Huat Seang, the pilot, co-pilot and a bodyguard. All six bodies were recovered from the wreckage on Saturday night, officials said. Malaysia's civil aviation department has begun an investigation.